I also just assumed Rosalie was prounces like that, "Rosa-lie". No, its "Rosa-lee". I've fallen in love with my pronunciation. I hope of I ever do get to use Rosalie, I can still be able to prounce it that way (probably not, too much of a pain in the a$$).
And my SO loved the pronunciation of "MEE-cah" from Paranormal Activity. When he found out it was actually "MY-cah", he still liked it, just not as much.

Hey, I'm from Germany and I think MAD-chen comes pretty close to the German pronounciation of of Madchen (I'm guessing you're referring to the German word Mädchen meaning 'girl'?) I'm actually not sure how to say MAY-chee-yen. I'm from the south of Germany and our pronounciation is quite similar to the one you prefer.